Snr CCR Traded Risk Quant (Snr VP), Singapore

Ref: TRQ-1304
Total to $330k SGD + Benefits
Top-tier Investment Bank
Traded Risk CCR Modelling, XVA, Risk Analytics, Captial

This global Investment Bank operates across the world’s most dynamic markets and has a great reputation both as a caring employer and for its state-of-the-art technology.  It is now seeking to hire a Senior Quant Analyst for their Traded Risk Group to work closely with the Front Office and support CCR model development,& implementation, and assist Traded Risk Management in improving CCR exposure management for the bank.  

Great opportunity in beautiful, low-tax Singapore!


  • Support the CCR model development and implementation process
  • Support Traded Risk Management by improving CCR Exposure Management
  • Develop CCR exposure measurement methodologies and risk assessment tools
  • Develop processes to monitor existing CCR model outputs and prepare reports for stakeholders
  • Assist Credit Risk in developing tools to review the trading book credit risk exposure
  • Provide technical / methodology support to risk managers, traders, stakeholders to quantify CCR exposure for new transactions


  • 5+ years minimum experience with CCR or CVA/XVA derivatives modelling gained in a top bank
  • Working experience of Risk factor modelling, Derivatives pricing and (ideally) understanding of Margin operations, Capital
  • Good Python or C++ skills for prototypes and simulations
  • Strong knowledge of numerical methods, stochastic calculus, & probability theory, Monte Carlo
  • Able to communicate complex ideas in a clear manner
  • PhD or Masters in a scientific discipline